+257.2%
XOM vs TTWO
+39.3%
+217.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | +4.1% | +0.4% | +3.7% | +4.0% |
| 30D | +4.6% | -11.3% | +15.9% | +5.8% |
| 3M | +14.0% | +1.6% | +12.4% | +13.5% |
| 6M | +11.0% | +2.1% | +8.9% | +10.3% |
| YTD | +40.7% | -15.8% | +56.5% | +43.0% |
| 1Y | +52.3% | -12.6% | +64.9% | +53.7% |
| 3Y | +60.5% | +48.2% | +12.2% | +48.5% |
| All | +257.2% | +39.3% | +217.9% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TTWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling